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Functional $K$ Sample Problem via Multivariate Optimal Measure Transport-Based Permutation Test (2504.17451v1)
Published 24 Apr 2025 in math.ST and stat.TH
Abstract: The null hypothesis of equality of distributions of functional data coming from $K$ samples is considered. The proposed test statistic is multivariate and its components are based on pairwise Cram\'{e}r von Mises comparisons of empirical characteristic functionals. The significance of the test statistic is evaluated via the novel multivariate permutation test, where the final single $p$-value is computed using the discrete optimal measure transport. The methodology is illustrated by real data on cumulative intraday returns of Bitcoin.